The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises

DOI10.1016/j.aml.2024.109186zbMATH Open1545.6007MaRDI QIDQ6595453

Yinan Ni, Peter Kloeden, Yejuan Wang, Qingyan Meng

Publication date: 30 August 2024

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

Lyapunov function methodtime-changed Lévy noisetime-changed stochastic differential equationsasymptotical ultimate boundedness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Path Properties of Subdiffusion—A Martingale Approach
• Ultimate Boundedness Control for Networked Systems With Try-Once-Discard Protocol and Uniform Quantization Effects

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